Rbeast
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zhaokg
Bayesian Change-Point Detection and Time Series Decomposition
Hi! Is it possible to access the posterior samples of the trend and/or seasonality functions directly? Specifically, I'm interested in accessing the sampled vectors that ultimately get averaged together to...
Segments
Hello, I was wondering if it is possible to obtain the segments of the Trend components given the break points?
Hi Zhaokg, I am working with just one timeseries of 1 period and I am detecting correctly the changepoints and its change in trend. However, I would like to have...
``` /opt/local/bin/gcc-mp-12 -I"/opt/local/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -D_REENTRANT -DR_RELEASE -isystem/opt/local/include/LegacySupport -I/opt/local/include -DR_RELEASE -fPIC -pipe -Os -arch ppc -c abc_cpu.c -o abc_cpu.o abc_cpu.c:102:5: error: #error "No cpuid intrinsic defined for processor architecture." 102 |...
It is known that in a system based on Monte Carlo sampling, the results depend on the initial random seed. To my understanding, the RBeast package has this characteristic. However,...
### Hello, I would like to try your software with Windows 11 x64 + Octave 8.2, it doesn't work, does it need to be recompiled ? Can you make a...
I propose to add optional possibility to install Rbeast together with corresponding source files at [rbeast_install.m](https://github.com/zhaokg/Rbeast/blob/master/Matlab/rbeast_install.m) to avoid github cloning. At some user scenarios is git cloning as only way...
I propose to modify your [rbeast_update.m](https://github.com/zhaokg/Rbeast/blob/master/Matlab/rbeast_update.m) to be able to update your C/C++ source code, too. This is very useful in the case when user want to always re-compile and...
Can the Rbeast explicitly handle the case that a time series with mutiple periods？
This is great work. I know the origional paper from Adam and MacKay talking about online changepoint. Does it support online calculation? thanks.
